+70.8%
CDNS vs JEPI
+39.8%
+30.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +1.0% |
| 7D | -6.5% | -2.0% | -4.5% | -3.1% |
| 30D | -13.0% | -2.0% | -11.0% | -9.9% |
| 3M | -26.0% | +3.8% | -29.8% | -30.6% |
| 6M | -2.8% | +0.8% | -3.7% | -4.4% |
| YTD | -8.8% | +3.7% | -12.6% | -14.4% |
| 1Y | -15.8% | +7.1% | -22.9% | -25.2% |
| 3Y | +19.7% | +29.4% | -9.7% | -23.5% |
| 5Y | +70.8% | +40.8% | +30.0% | -2.9% |
| All | +70.8% | +39.8% | +30.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling